+696.9%
CLF vs CHD
+10,220.8%
-9,524.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +7.6% | -2.7% | +10.2% | +8.3% |
| 30D | -1.2% | -4.6% | +3.4% | -0.1% |
| 3M | -13.4% | +5.0% | -18.4% | -14.6% |
| 6M | +15.4% | -3.2% | +18.6% | +16.1% |
| YTD | -5.9% | +18.6% | -24.5% | -10.0% |
| 1Y | +18.8% | +4.8% | +14.0% | +16.7% |
| 3Y | -19.4% | +6.1% | -25.5% | -22.4% |
| 5Y | -47.7% | +24.0% | -71.7% | -52.1% |
| 10Y | +130.4% | +124.5% | +5.9% | +72.2% |
| All | +696.9% | +10,220.8% | -9,524.0% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling